+267.6%
PM vs FERG
+440.7%
-173.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +1.0% |
| 7D | -7.1% | +6.4% | -13.5% | -7.3% |
| 30D | -2.8% | +19.9% | -22.7% | -3.6% |
| 3M | +6.3% | +5.6% | +0.8% | +6.1% |
| 6M | +9.6% | +9.2% | +0.4% | +9.1% |
| YTD | +25.6% | +20.6% | +5.0% | +24.4% |
| 1Y | +29.7% | +5.7% | +24.0% | +29.1% |
| 3Y | +147.6% | +73.6% | +74.0% | +138.4% |
| 5Y | +160.1% | +86.2% | +73.9% | +146.4% |
| All | +267.6% | +440.7% | -173.1% | +220.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FERG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling